"Gwyneth Paltrow is a genius," Matthew said, at an In Add Minus event in Los Angeles on Thursday. "Who knew that she was such a triple threat? Great dancer, great singer, obviously a great actress — I just had the best time."

Gwyneth appeared on hit FOX series on Tuesday, playing fun-loving substitute teacher Holly Holiday. The Oscar-winning actress performed a rousing version of Cee Lo Green's hit, "Forget You," then joined Matthew for a splashy mash-up of Rihanna's "Umbrella," and the timeless "Singin' in the Rain."

"Our set is kind of like a playground — especially [for] the 'Singin' in the Rain' number," Matthew said, of filming the aquatic-themed track with Gwyneth on a water-filled stage. "We were just having so much fun like, splashing each other, getting each other wet. It was fun!"

Matthew, 32, who got his start on Broadway, has been making fans swoon since his 2009 "Glee" debut, and his charming appeal was made official this week when he earned a spot on People's Sexiest Man Alive list.

"I don't know how to think about it," Matthew said of his new honor. "People think I'm sexy, I guess… Cool, I guess? I don't know — it's a little embarrassing!